If your goal it to chain them to avoid building intermediate trees, then you'd need a streaming XSLT implementation. I'm not aware of any one myself, and even if there is one, if wouldn't handle the complete XSLT language.

If your goal is to write some code that chains XSLT transforms in a readable manner (and not the performance implications of it) have a look at the documentation for XMLFilter and SAXTransformerFactory.newXMLFilter().